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ES52057: Econometrics for economics and finance

[Page last updated: 14 August 2024]

Academic Year: 2024/25
Owning Department/School: Department of Economics
Credits: 10 [equivalent to 20 CATS credits]
Notional Study Hours: 200
Level: Masters UG & PG (FHEQ level 7)
Period:
Semester 1
Assessment Summary: CWRI 30%, EXCB 70%
Assessment Detail:
  • Computer-based project (CWRI 30%)
  • Closed-book written examination (EXCB 70%)
Supplementary Assessment:
Like-for-like reassessment (where allowed by programme regulations)
Requisites:
Learning Outcomes: By the end of the course, students will be able to: perform data transformations and diagnostic tests relevant to the analysis of time-series data. demonstrate knowledge and understanding of statistical, graphical, and numerical data analyses. identify the appropriate statistical models and techniques that are suitable for a particular type of time series data. apply time-series econometrics to economic data using specialist econometric software. assess, interpret and analyse empirical results obtained from the application of time-series econometric to economic data.


Synopsis: Explore econometric techniques to critically evaluate the assumptions and limitations of different time series modelsin the areas of economics and finance, and use them to make predictions about future values of the data. You'll learn about the toolsand methods (such asunivariate and multivariate)that allow for the timing of observations. Throughout this unit, you'll focus on practical applications, using econometric software EViews, Stata and R.

Content: The material in this course will be delivered on campus. Every week a new topic is introduced. In addition to the lectures, students will have the opportunity to strengthen their comprehension of the material through the on-campus seminars and computer lab sessions. During the on-campus computer lab sessions and seminars a set of applied exercises related to the topic are solved and discussed with the students.

Course availability:

ES52057 is Compulsory on the following courses:

Department of Economics

Notes:

  • This unit catalogue is applicable for the 2024/25 academic year only. Students continuing their studies into 2025/26 and beyond should not assume that this unit will be available in future years in the format displayed here for 2024/25.
  • Courses and units are subject to change in accordance with normal University procedures.
  • Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
  • Find out more about these and other important University terms and conditions here.